Thomas Muller-Gronbach

Finance · 2002–2018

A researcher in the Science corpus: 5 papers; trusts 3 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Thomas Muller-Gronbach trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. M. Giles
  2. Gunther Leobacher
  3. Peter E. Kloeden
  4. Michaela Szolgyenyi
  5. Martin Hutzenthaler
  6. Hoang-Long Ngo
  7. Martin Hairer

Who trusts Thomas Muller-Gronbach overall

  1. M. Giles
  2. Lukasz Szpruch
  3. Andreas Neuenkirch
  4. Steffen Dereich
  5. Xuerong Mao
  6. Larisa Yaroslavtseva
  7. Michaela Szolgyenyi
  8. Lukasz Szpruch
  9. Martin Hutzenthaler
  10. Konstantinos Dareiotis

Papers from Thomas Muller-Gronbach's perspective

Ordered by how strongly the researchers Thomas Muller-Gronbach trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Multilevel Monte Carlo Path Simulation (Operational Research)
  2. Improved Multilevel Monte Carlo Convergence using the Milstein Scheme
  3. The optimal uniform approximation of systems of stochastic differential equations
  4. Numerical Solution of Stochastic Differential Equations
  5. Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Proceedings of the Royal Society A)
  6. Loss of regularity for Kolmogorov equations
  7. Optimal pointwise approximation of SDEs based on brownian motion at discrete points
  8. A numerical method for SDEs with discontinuous drift (BIT Numerical Mathematics)
  9. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
  10. Monte Carlo Methods in Financial Engineering

Their papers